Local Asymptotic Normality for Finite Dimensional Quantum Systems [PDF]
Communications in Mathematical Physics, 2009 64 ...
Kahn, Jonas, Guţă, Mădălin
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Diffusions with measurement errors. I. Local Asymptotic Normality [PDF]
ESAIM: Probability and Statistics, 2001 Summary: We consider a diffusion process \(X\) which is observed at times \(i/n\) for \(i=0,1,\dots,n\), each observation being subject to a measurement error. All errors are independent and centered Gaussian with known variance \(\rho_n\). There is an unknown parameter within the diffusion coefficient, to be estimated.
Gloter, Arnaud, Jacod, Jean
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Asymptotic inference for a stochastic differential equation with uniformly distributed time delay [PDF]
, 2015 For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied.
Benke, János Marcell, Pap, Gyula
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Wavelet-M-Estimation for Time-Varying Coefficient Time Series Models
Discrete Dynamics in Nature and Society, 2020 This paper proposes wavelet-M-estimation for time-varying coefficient time series models by using a robust-type wavelet technique, which can adapt to local features of the time-varying coefficients and does not require the smoothness of the unknown time ...
Xingcai Zhou, Fangxia Zhu
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GMM Estimation of a Partially Linear Additive Spatial Error Model
Mathematics, 2021 This article presents a partially linear additive spatial error model (PLASEM) specification and its corresponding generalized method of moments (GMM).
Jianbao Chen, Suli Cheng
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Quantum local asymptotic normality based on a new quantum likelihood ratio [PDF]
, 2013 We develop a theory of local asymptotic normality in the quantum domain based on a novel quantum analogue of the log-likelihood ratio. This formulation is applicable to any quantum statistical model satisfying a mild smoothness condition.
Fujiwara, Akio +2 more
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Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model [PDF]
, 2010 This paper presents asymptotic properties of the maximum pseudo-likelihood estimator of a vector $\Vect{\theta}$ parameterizing a stationary Gibbs point process.
Coeurjolly, Jean-François +1 more
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Local limit theorem for coefficients of modified Borwein’s algorithm, proved by the ratio method
Lietuvos Matematikos Rinkinys, 2019 The paper continues the research of the modified Borwein method for the evaluation of the Riemann zeta-function. It provides a different perspective on the derivation of the local limit theorem for coefficients of the method.
Igoris Belovas
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Asymptotics for L 1 $L_{1}$ -wavelet method for nonparametric regression
Journal of Inequalities and Applications, 2020 Wavelets are particularly useful because of their natural adaptive ability to characterize data with intrinsically local properties. When the data contain outliers or come from a population with a heavy-tailed distribution, L 1 $L_{1}$ -estimation should
Xingcai Zhou, Fangxia Zhu
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Statistical Theory and Related Fields, 2022 This paper deals with the conditional density estimator of a real response variable given a functional random variable (i.e., takes values in an infinite-dimensional space).
Fadila Benaissa +2 more
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